+302.2%
AEM vs ALLE
+94.0%
+208.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -6.8% | +3.6% | -10.4% | -7.5% |
| 30D | +0.8% | +25.9% | -25.1% | -4.3% |
| 3M | -0.8% | +15.8% | -16.6% | -4.0% |
| 6M | -8.5% | +48.1% | -56.6% | -16.5% |
| YTD | +5.9% | +22.0% | -16.0% | +0.5% |
| 1Y | +6.6% | +18.0% | -11.4% | +1.7% |
| 3Y | +302.2% | +93.1% | +209.1% | +245.4% |
| All | +302.2% | +94.0% | +208.2% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling